A central limit theorem for realised power and bipower variations of continuous semimartingales

Central limit theorem, quadratic variation, bipower variation

Year of publication:	2004
Authors:	Barndorff-Nielsen, Ole Eiler ; Graversen, Svend Erik ; Jacod, Jean ; Podolskij, Mark
Publisher:	Dortmund : Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
Subject:	Martingale \| Zeitreihenanalyse \| Theorie \| Central limit theorem \| quadratic variation \| bipower variation

Series:	Technical Report ; 2004,51
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	469885009 [GVK] hdl:10419/22564 [Handle] RePEc:zbw:sfb475:200451 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010296635